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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -6,151 21,882 1.133512 1.020573
1 equities 1170E1 VIX FUTURES -49,653 8,385 -0.043705 -0.362512
2 equities 239742 RUSSELL E-MINI -35,114 22,995 0.786256 -0.020263
3 equities 12460+ DJIA Consolidated 13,546 2,170 0.710323 0.002393
4 equities 209742 NASDAQ MINI 3,208 2,979 -0.158885 -0.491822
5 equities 240741 NIKKEI STOCK AVERAGE -3,863 1,862 -0.266184 -0.471405
6 rates 043602 UST 10Y NOTE -682,480 -21,869 -1.849390 -1.092272
7 rates 044601 UST 5Y NOTE -1,659,364 -128,069 -1.360882 -1.884688
8 rates 042601 UST 2Y NOTE -1,111,228 38,719 0.043647 -0.253334
9 rates 020601 UST BOND -43,266 22,460 -0.860129 -0.134653
10 rates 045601 FED FUNDS -211,316 -74,295 -1.430562 -1.179720
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX 16,940 -1,263 0.892476 1.539586
13 currencies 097741 JAPANESE YEN -78,327 32,130 2.256805 1.938190
14 currencies 099741 EURO FX 23,601 -22,751 -0.005226 -0.369322
15 currencies 096742 BRITISH POUND 115,759 -31,437 1.146829 1.630325
16 currencies 232741 AUSTRALIAN DOLLAR -33,751 -23,655 0.216492 0.884128
17 currencies 090741 CANADIAN DOLLAR -197,113 -34,783 -2.181394 -2.263149
18 currencies 095741 MEXICAN PESO 66,647 1,473 -0.767222 -1.227206
19 currencies 112741 NZ DOLLAR -11,408 -15,922 -1.233981 -1.129960
20 currencies 092741 SWISS FRANC -35,951 7,204 1.767660 -0.257473
21 commodities 133741 BITCOIN -1,111 -368 -0.825171 -0.095501
22 commodities 06765T BRENT LAST DAY -18,946 721 0.599044 0.343916
23 commodities 088691 GOLD 251,887 -16,679 0.221190 0.722227
24 commodities 085692 COPPER- #1 21,384 -14,351 -2.459215 -0.367249
25 commodities 023651 NAT GAS NYME -84,956 6,094 0.892032 1.345407
26 commodities 111659 GASOLINE RBOB 23,019 -8,853 -1.975417 -2.008423
27 commodities 022651 NY HARBOR ULSD 14,222 418 0.034539 -0.005113
28 commodities 084691 SILVER 42,700 -1,598 -1.780029 -0.009692
29 commodities 076651 PLATINUM 13,545 2,161 -1.003156 -0.157020
30 commodities 002602 CORN -229,595 26,348 -0.751658 -0.486585
31 commodities 005602 SOYBEANS -181,803 -21,490 -1.190997 -0.933373
32 commodities 001602 WHEAT-SRW -53,659 -3,651 -1.177820 -0.691737
33 commodities 001612 WHEAT-HRW -26,099 1,788 -0.562613 -0.021885
34 commodities 057642 LIVE CATTLE 93,432 13,902 1.891716 1.507776
35 commodities 054642 LEAN HOGS 18,068 9,446 -0.468251 -1.014379
36 commodities 080732 SUGAR NO. 11 17,155 2,706 0.076254 -0.637445
37 commodities 033661 COTTON NO. 2 -31,126 -3,987 -1.396400 -1.297833
38 commodities 083731 COFFEE C 62,467 -3,165 -1.009470 -0.065563
39 commodities 073732 COCOA 22,840 -280 0.988710 -0.331128
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 3,202 -541 -0.669287 0.349676

Plotting plotly¶

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